The underdetermination thesis poses a threat to rational choice of scientific theories. We discuss two arguments for the thesis. One draws its strength from deductivism together with the existence thesis, and the other is defended on the basis of the failure of a reliable inductive method. We adopt a partially subjective/objective pragmatic Bayesian epistemology of science framework, and reject both arguments for the thesis. Thus, in science we are able to reinstate rational choice called into question by the underdetermination thesis.